+332.6%
CMI vs IWD
+203.0%
+129.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | +0.5% | +2.3% | -1.8% | -2.0% |
| 30D | -14.0% | +3.6% | -17.6% | -17.5% |
| 3M | -28.1% | +2.2% | -30.3% | -30.0% |
| 6M | -35.8% | +13.0% | -48.8% | -44.2% |
| YTD | -10.5% | +26.5% | -37.0% | -30.7% |
| 1Y | -1.9% | +30.1% | -32.0% | -26.3% |
| 3Y | +121.0% | +84.9% | +36.1% | +15.3% |
| 5Y | +114.6% | +73.4% | +41.2% | +20.1% |
| All | +332.6% | +203.0% | +129.5% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling